Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri December 26, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031226 763.00 793.00 760.00 792.00 +32.25 13,556 40,621 -2,175
Mar04 031226 768.00 801.00 766.00 800.00 +35.00 38,149 100,936 +2,187
May04 031226 763.00 794.00 761.00 793.00 +34.50 5,767 54,859 +523
Jul04 031226 748.00 779.00 748.00 778.00 +30.50 3,391 28,455 +386
Aug04 031226 738.00 750.00 735.00 749.00 +26.00 302 5,832 +2
Sep04 031226 686.00 703.00 686.00 698.50 +21.50 48 2,413 +0
Nov04 031226 625.00 642.00 625.00 637.00 +14.00 2,013 16,265 +6
Total Volume and Open Interest 63,244 249,515 +940
Soybean Meal(CBOT)
Jan04 031226 233.00 247.00 233.00 246.70 +13.30 5,349 18,566 -375
Mar04 031226 235.30 251.00 235.00 250.50 +16.30 20,979 57,474 +6,544
May04 031226 235.00 249.50 235.00 249.50 +15.80 5,329 47,555 +1,057
Jul04 031226 230.50 243.50 230.50 243.20 +14.00 3,051 27,631 +358
Aug04 031226 223.00 234.50 222.50 234.50 +13.50 843 7,074 +150
Sep04 031226 216.50 221.00 214.00 221.00 +13.00 129 5,145 -9
Oct04 031226 188.50 197.00 188.50 197.00 +9.50 77 5,550 +9
Dec04 031226 186.00 195.00 185.50 194.50 +9.50 293 11,703 -29
Total Volume and Open Interest 36,052 181,602 +7,704
Soybean Oil(CBOT)
Jan04 031226 27.33 27.90 27.33 27.84 +0.56 5,698 18,170 -758
Mar04 031226 27.20 27.72 27.18 27.70 +0.56 15,547 70,083 +1,320
May04 031226 27.00 27.50 27.00 27.49 +0.55 4,364 44,657 +1,246
Jul04 031226 26.75 27.25 26.70 27.22 +0.57 2,028 37,050 -309
Aug04 031226 26.50 26.70 26.50 26.70 +0.45 134 3,942 -18
Sep04 031226 26.10 26.10 26.10 26.10 +0.35 20 3,525 +7
Oct04 031226 24.90 24.90 24.90 24.90 +0.30 28 3,319 +28
Dec04 031226 24.20 24.40 24.10 24.40 +0.40 137 9,355 +2
Total Volume and Open Interest 27,956 190,784 +1,518
Canola(WCE)
Jan04 031224 359.0 363.0 359.0 363.0 +0.5 1,002 6,943 -1,426
Mar04 031224 364.0 368.2 363.0 368.1 +0.5 3,428 24,546 +643
May04 031224 368.0 371.1 368.0 371.1 -1.2 138 6,317 +6
Jul04 031224 374.2 374.8 374.2 374.6 -0.6 25 4,890 +20
Sep04 031224 337.9 337.9 337.9 337.9 unch      
Total Volume and Open Interest 4,790 49,742 -764
Corn(CBOT)
Mar04 031226 234.00 240.50 232.75 239.75 +4.00 97,419 282,994 -18,085
May04 031226 237.00 244.50 236.00 244.00 +4.25 16,700 59,042 +3,474
Jul04 031226 241.00 247.00 239.75 246.75 +4.25 9,287 41,680 +225
Sep04 031226 241.00 247.00 241.00 246.50 +3.50 694 8,436 +404
Dec04 031226 241.75 247.25 240.50 247.00 +3.50 6,571 40,156 +1,210
Mar05 031226 248.00 252.00 248.00 252.00 +3.50 107 2,489 +64
Total Volume and Open Interest 130,859 436,164 -12,666
Wheat(CBOT)
Mar04 031226 362.50 369.50 362.00 366.00 +3.00 23,792 86,796 -1,685
May04 031226 365.00 371.50 364.50 367.50 +2.75 2,787 9,826 -232
Jul04 031226 351.00 354.50 350.50 353.75 +2.75 3,620 13,813 +499
Sep04 031226 356.00 357.50 355.50 357.50 +2.00 11 597 +1
Dec04 031226 367.50 367.50 367.50 367.50 +2.50 17 1,022 +1
Total Volume and Open Interest 30,227 112,111 -1,416
Wheat(KCBT)
Mar04 031226 369.50 378.00 369.00 374.25 +3.50 7,875 47,490 -1,029
May04 031226 367.00 372.00 367.00 370.00 +3.00 425 5,035 -125
Jul04 031226 354.00 359.50 354.00 356.75 +2.75 331 4,974 -807
Sep04 031226 360.00 361.50 360.00 361.50 +5.50 16 439 +9
Dec04 031226 375.00 375.00 375.00 375.00 +3.00 10 480 +2
Total Volume and Open Interest 8,657 58,420 -1,950
Wheat(MGE)
Mar04 031226 379.00 384.50 378.50 383.75 +4.00 3,424 24,265 -715
May04 031226 375.00 380.00 374.75 378.25 +2.25 620 4,155 -17
Jul04 031226 373.00 373.00 371.00 371.00 +2.50 339 1,088 +132
Sep04 031226 362.00 366.00 362.00 365.75 +3.25 333 894 +132
Dec04 031226 373.00 373.00 373.00 373.00 +2.00 18 239 -2
Total Volume and Open Interest 4,734 30,641 -470
Oats(CBOT)
Mar04 031226 141.25 143.50 138.50 143.50 +1.50 2,690 4,856 +426
May04 031226 144.50 146.00 143.25 146.00 +1.50 102 529 +26
Jul04 031226 149.00 149.00 149.00 149.00 unch 0 112 +0
Sep04 031226 146.00 146.00 146.00 146.00 unch 0 2 +0
Total Volume and Open Interest 2,792 5,510 +452
Rough Rice(CBOT)
Jan04 031226 8.60 8.60 8.46 8.55 +0.20 1,070 2,839 -619
Mar04 031226 8.75 8.85 8.62 8.76 +0.20 1,094 3,714 +268
May04 031226 8.85 8.90 8.77 8.88 +0.20 66 932 +39
Jul04 031226 8.95 8.98 8.89 8.93 +0.15 66 454 -15
Total Volume and Open Interest 2,296 7,970 -327
Live Cattle(CME)
Dec03 031226 87.850 87.850 87.850 87.850 -3.000 431 3,995 -291
Feb04 031226 86.175 86.175 86.175 86.175 -3.000 1,095 53,798 -144
Apr04 031226 78.725 78.725 78.725 78.725 -3.000 299 21,587 -21
Jun04 031226 70.975 70.975 70.975 70.975 -3.000 79 12,933 +22
Aug04 031226 70.250 70.250 70.250 70.250 -3.000 10 5,386 +0
Oct04 031226 73.200 73.200 73.200 73.200 -3.000 0 3,559 +0
Total Volume and Open Interest 1,923 104,817 -430
Feeder Cattle(CME)
Jan04 031226 90.725 90.725 90.725 90.725 -3.000 67 6,006 -35
Mar04 031226 85.900 85.900 85.900 85.900 -3.000 38 4,628 -5
Apr04 031226 84.800 84.800 84.800 84.800 -3.000 66 1,159 -4
May04 031226 85.750 85.750 85.750 85.750 -3.000 9 2,686 +0
Aug04 031226 87.900 87.900 87.900 87.900 -3.000 1 1,374 +0
Sep04 031226 86.950 86.950 86.950 86.950 -3.000 3 419 -2
Oct04 031226 86.950 86.950 86.950 86.950 -3.000 0 40 +0
Total Volume and Open Interest 184 16,328 -46
Lean Hogs(CME)
Feb04 031226 50.750 53.200 50.750 53.200 +2.000 3,512 26,375 -214
Apr04 031226 53.900 56.850 53.850 56.850 +2.000 1,186 8,454 +280
May04 031226 55.900 59.100 55.900 59.100 +2.000 129 1,015 +51
Jun04 031226 58.500 61.875 58.400 61.775 +1.900 550 3,764 +205
Jul04 031226 57.600 59.700 57.600 59.600 +1.900 163 1,121 +54
Aug04 031226 55.250 57.550 55.250 57.550 +2.000 137 823 +48
Oct04 031226 49.000 51.500 49.000 51.200 +1.700 41 478 +15
Dec04 031226 50.100 51.225 50.100 51.225 +2.000 38 171 +21
Total Volume and Open Interest 5,764 42,213 +468
Pork Bellies(CME)
Feb04 031226 82.825 86.400 82.825 86.400 +3.000 663 1,913 -64
Mar04 031226 83.950 86.600 83.950 86.600 +3.000 69 298 +24
May04 031226 85.800 87.625 85.800 87.625 +3.000 49 236 +20
Jul04 031226 86.575 90.000 86.475 89.700 +2.450 5 70 -4
Aug04 031226 87.500 89.750 87.500 89.750 +1.000 0 12 +0
Total Volume and Open Interest 786 2,529 -24
BFP Milk Class III(CME)
Dec03 031224 11.78 11.79 11.78 11.79 -0.01 4 3,925 -8
Jan04 031224 11.44 11.50 11.30 11.48 -0.16 421 3,331 +363
Feb04 031224 11.30 11.30 11.10 11.23 -0.25 74 2,026 +44
Mar04 031224 11.22 11.32 11.15 11.32 -0.20 91 1,814 +43
Apr04 031224 11.36 11.56 11.36 11.56 -0.10 63 1,330 +52
Total Volume and Open Interest 1,142 19,913 +766
Cocoa(NYBOT)
Mar04 031224 1546 1560 1536 1559 +15 2,277 30,575 -241
May04 031224 1548 1562 1543 1562 +15 2,187 12,042 -289
Jul04 031224 1554 1562 1549 1562 +15 155 13,401 +72
Sep04 031224 1565 1565 1565 1565 +15 65 6,807 -30
Dec04 031224 1559 1579 1559 1575 +16 78 7,909 +29
Mar05 031224 1579 1579 1579 1579 +15 0 4,162 +75
May05 031224 1579 1579 1579 1579 +14 50 8,031 +0
Total Volume and Open Interest 4,814 90,596 -382
Coffee "C"(NYBOT)
Mar04 031224 63.75 64.15 63.10 63.25 -0.60 4,002 50,530 -77
May04 031224 65.80 66.00 65.15 65.15 -0.65 284 8,996 -14
Jul04 031224 67.60 67.80 66.95 66.95 -0.65 133 5,216 -8
Sep04 031224 69.50 69.50 68.70 68.70 -0.65 118 6,014 -61
Dec04 031224 71.90 71.90 71.25 71.25 -0.70 57 3,819 -11
Mar05 031224 73.95 73.95 73.95 73.95 -0.70 10 2,206 +10
Total Volume and Open Interest 4,604 77,073 -151
Orange Juice(NYBOT)
Jan04 031224 66.20 66.25 64.75 64.95 -1.35 2,597 7,001 -1,833
Mar04 031224 69.50 69.70 68.00 68.05 -1.70 2,623 23,063 +2,147
May04 031224 71.80 71.80 70.50 70.55 -1.60 27 6,272 +7
Jul04 031224 74.10 74.10 73.05 73.05 -1.40 23 638 +20
Sep04 031224 76.00 76.00 75.55 75.55 -1.20 0 458 +0
Total Volume and Open Interest 5,270 37,758 +341
Sugar #11(NYBOT)
Mar04 031224 5.92 5.97 5.88 5.91 +0.03 25,469 106,326 -4,677
May04 031224 6.03 6.04 5.99 6.02 +0.05 4,485 26,780 -1,040
Jul04 031224 6.00 6.00 5.96 5.99 +0.04 2,723 31,612 -5
Oct04 031224 6.14 6.15 6.11 6.12 +0.01 1,210 19,662 +244
Mar05 031224 6.30 6.30 6.29 6.29 -0.01 694 8,045 -95
Total Volume and Open Interest 35,188 200,119 -5,278
London Cocoa(LCE)
Dec03 031212 960 970 950 950 +6 2,456 1,687 -1,978
Mar04 031224 905 911 897 908 +2 3,840 53,918 +269
May04 031224 927 933 923 933 +2 2,494 14,908 -2,011
Jul04 031224 952 955 945 955 +2 756 22,876 -207
Sep04 031224 965 972 961 971 +2 384 21,012 +111
Dec04 031224 964 966 957 966 +2 836 37,892 -541
Mar05 031224 965 970 959 969 +2 1,120 20,282 +622
Total Volume and Open Interest 9,472 172,122 -1,741
London Coffee(LCE)
Jan04 031224 723.00 723.00 716.00 720.00 -3.00 1,637 32,364 -521
Mar04 031224 713.00 714.00 709.00 711.00 -3.00 2,525 51,924 +1,009
May04 031224 726.00 728.00 723.00 725.00 -2.00 396 26,027 +175
Jul04 031224 740.00 742.00 737.00 738.00 -2.00 155 13,719 +134
Sep04 031224 753.00 756.00 751.00 751.00 -2.00 4 12,971 +4
Nov04 031224 764.00 770.00 764.00 764.00 -2.00 68 6,919 +0
Total Volume and Open Interest 4,785 145,903 +801
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031224 186.50 187.90 186.50 186.80 +0.10 2,395 18,166 -48
May04 031224 186.00 187.00 186.00 186.30 +0.30 303 8,171 +55
Aug04 031224 184.00 184.20 183.80 183.80 +0.60 165 7,553 -19
Oct04 031224 183.80 183.80 183.80 183.80 +0.60 13 4,438 +57
Total Volume and Open Interest 3,003 40,879 +147
Cotton(NYBOT)
Mar04 031224 70.40 71.20 70.31 71.04 +0.44 1,572 54,849 -90
May04 031224 71.55 72.09 71.45 72.09 +0.40 236 12,236 -9
Jul04 031224 72.40 72.95 72.35 72.95 +0.50 80 5,752 -8
Oct04 031224 65.40 65.40 65.40 65.40 +0.10 0 343 +0
Dec04 031224 65.63 65.90 65.63 65.80 +0.17 28 4,288 +9
Mar05 031224 68.00 68.00 68.00 68.00 +0.20 0 702 +0
Total Volume and Open Interest 1,917 78,570 -98
Lumber(CME)
Jan04 031226 304.9 304.9 301.6 301.8 -1.6 154 1,062 -28
Mar04 031226 318.0 318.0 314.4 315.2 -1.4 195 627 +11
May04 031226 321.9 322.2 318.6 320.0 unch 38 102 -3
Jul04 031226 320.3 320.3 320.3 320.3 -2.4 1 40 +1
Total Volume and Open Interest 388 1,836 -19
Crude Oil(NYM)
Feb04 031224 32.10 33.00 31.95 32.86 +0.91 59,363 179,419 -4,424
Mar04 031224 31.70 32.55 31.65 32.42 +0.85 25,914 69,470 +740
Apr04 031224 31.25 32.00 31.20 31.88 +0.81 8,024 41,481 +351
May04 031224 30.70 31.33 30.70 31.33 +0.75 2,571 23,714 +194
Jun04 031224 30.20 30.85 30.20 30.83 +0.72 4,409 34,608 +141
Jul04 031224 29.90 30.36 29.90 30.36 +0.70 1,211 23,503 -202
Aug04 031224 29.45 29.94 29.45 29.94 +0.68 1,350 13,473 -218
Sep04 031224 29.10 29.57 29.00 29.57 +0.66 1,989 20,712 +597
Oct04 031224 28.65 29.25 28.65 29.25 +0.66 1,041 14,898 +468
Nov04 031224 28.40 28.98 28.40 28.98 +0.64 480 11,757 +128
Dec04 031224 28.15 28.76 28.15 28.76 +0.62 2,541 40,770 +470
Jan05 031224 28.00 28.51 28.00 28.51 +0.60 304 13,872 +52
Feb05 031224 27.80 28.31 27.80 28.31 +0.58 245 4,392 -72
Mar05 031224 28.13 28.13 28.13 28.13 +0.55 0 4,324 +0
Apr05 031224 27.50 27.97 27.50 27.97 +0.54 165 2,556 -35
May05 031224 27.35 27.81 27.35 27.81 +0.53 0 1,713 +0
Total Volume and Open Interest 114,314 584,705 -2,494
Heating Oil(NYM)
Jan04 031224 89.50 91.50 89.10 91.08 +1.88 18,824 22,927 -3,289
Feb04 031224 90.30 92.35 90.10 91.88 +1.74 18,853 61,833 +366
Mar04 031224 88.50 90.50 88.50 90.18 +1.69 3,716 20,798 +430
Apr04 031224 84.00 86.00 84.00 85.83 +1.69 949 9,197 +93
May04 031224 80.15 82.03 80.15 82.03 +1.59 152 4,406 +81
Jun04 031224 79.50 79.50 79.33 79.33 +1.49 536 7,615 -61
Jul04 031224 77.65 77.98 77.10 77.98 +1.39 46 4,538 +40
Aug04 031224 77.78 77.78 77.78 77.78 +1.34 14 2,653 +8
Sep04 031224 78.10 78.18 78.10 78.18 +1.34 4 2,006 +0
Oct04 031224 78.70 78.73 78.70 78.73 +1.29 6 1,025 +0
Nov04 031224 79.25 79.25 79.23 79.23 +1.24 2 1,372 +0
Dec04 031224 79.75 79.75 79.50 79.68 +1.19 350 6,175 -65
Total Volume and Open Interest 43,453 147,843 -2,396
Unleaded Gas(NYM)
Jan04 031224 89.10 91.80 89.10 91.43 +2.35 19,907 16,413 -5,010
Feb04 031224 90.00 92.95 89.80 92.49 +2.54 16,154 59,454 +52
Mar04 031224 90.50 93.20 90.50 92.99 +2.64 2,225 9,940 -140
Apr04 031224 97.00 98.50 97.00 98.49 +2.24 1,720 12,400 +32
May04 031224 97.74 97.74 97.74 97.74 +2.04 232 8,111 +94
Jun04 031224 95.90 95.90 95.89 95.89 +1.84 385 4,538 +114
Jul04 031224 93.54 93.54 93.54 93.54 +1.69 10 601 +10
Aug04 031224 90.74 90.74 90.74 90.74 +1.59 0 896 +0
Sep04 031224 87.39 87.39 87.39 87.39 +1.49 45 1,830 +35
Oct04 031224 82.89 82.89 82.89 82.89 +1.39 0 562 +0
Nov04 031224 80.64 80.64 80.64 80.64 +1.34 0 450 +0
Dec04 031224 79.49 79.49 79.49 79.49 +1.29 0 150 +0
Total Volume and Open Interest 40,678 115,345 -4,813
Natural Gas(NYM)
Jan04 031224 6.010 6.400 5.990 6.379 +0.236 32,736 28,689 -5,647
Feb04 031224 6.120 6.440 6.110 6.392 +0.157 18,341 52,626 +510
Mar04 031224 5.820 6.150 5.810 6.102 +0.167 4,175 33,596 +368
Apr04 031224 5.100 5.280 5.100 5.252 +0.107 2,315 21,676 +42
May04 031224 4.970 5.090 4.970 5.067 +0.107 1,072 22,705 +338
Jun04 031224 4.950 5.070 4.950 5.067 +0.112 645 14,523 +188
Jul04 031224 5.000 5.090 4.990 5.089 +0.114 381 13,171 +16
Aug04 031224 5.030 5.112 5.010 5.112 +0.107 503 12,311 +34
Sep04 031224 5.020 5.087 5.020 5.087 +0.092 527 12,727 +65
Oct04 031224 5.050 5.103 5.030 5.103 +0.088 615 12,816 +169
Nov04 031224 5.250 5.288 5.200 5.288 +0.078 283 9,281 +57
Dec04 031224 5.430 5.466 5.430 5.466 +0.066 567 13,571 +282
Jan05 031224 5.590 5.611 5.535 5.611 +0.066 1,708 10,093 -258
Feb05 031224 5.540 5.563 5.540 5.563 +0.060 656 7,679 +422
Mar05 031224 5.340 5.353 5.340 5.353 +0.060 124 7,358 -36
Apr05 031224 4.760 4.768 4.760 4.768 +0.060 4 9,125 +0
Total Volume and Open Interest 64,816 344,627 -3,406
Brent Crude Oil(IPE)
Feb04 031224 29.20 29.32 29.00 29.06 +0.02 37,951 86,015 -10,689
Mar04 031224 28.99 29.08 28.76 28.81 -0.02 17,362 64,168 +968
Apr04 031224 28.70 28.73 28.52 28.53 -0.02 5,090 21,882 +1,375
May04 031224 28.30 28.40 28.28 28.28 -0.03 523 10,415 +325
Jun04 031224 28.20 28.20 28.03 28.03 -0.04 1,296 27,524 -559
Jul04 031224 27.78 27.78 27.78 27.78 -0.03 700 10,256 -400
Aug04 031224 27.53 27.53 27.53 27.53 -0.04 400 8,202 -200
Sep04 031224 27.29 27.29 27.29 27.29 -0.04 250 8,450 +50
Oct04 031224 27.05 27.05 27.05 27.05 -0.06 300 4,421 +175
Nov04 031224 26.83 26.83 26.83 26.83 -0.06 100 4,747 +0
Dec04 031224 26.80 26.80 26.68 26.68 -0.08 2,785 25,178 -676
Jan05 031224 26.47 26.47 26.47 26.47 -0.08 0 754 +0
Total Volume and Open Interest 66,857 305,193 -9,631
Gas Oil(IPE)
Jan04 031224 267.00 267.00 264.50 264.75 +2.75 12,233 42,756 -1,471
Feb04 031224 262.00 262.00 260.75 261.00 +2.50 3,928 34,121 +292
Mar04 031224 254.00 255.00 254.00 254.25 +2.25 814 9,709 +189
Apr04 031224 247.00 247.00 247.00 247.00 +2.00 120 7,611 -58
May04 031224 240.50 240.50 240.50 240.50 +2.00 0 5,614 +0
Jun04 031224 236.00 236.00 236.00 236.00 +2.00 721 10,485 -300
Jul04 031224 235.50 235.50 235.50 235.50 +2.00 0 4,243 +0
Aug04 031224 235.00 235.00 235.00 235.00 +2.00 0 2,440 +0
Sep04 031224 234.50 234.50 234.50 234.50 +2.00 0 3,707 +0
Oct04 031224 234.25 234.25 234.25 234.25 +2.00 0 3,693 +0
Total Volume and Open Interest 18,166 150,133 -1,348
US Dollar Index(NYBOT)
Mar04 031226 87.80 87.99 87.76 87.93 +0.04 5,213 23,118 +3,870
Jun04 031226 88.33 88.35 88.25 88.35 +0.04 0 2,023 +0
Sep04 031226 88.77 88.77 88.77 88.77 +0.02 0 2 +0
Total Volume and Open Interest 5,213 25,143 +3,870
Australian Dollar(CME)
Mar04 031226 73.58 73.64 73.35 73.45 -0.07 1,821 57,974 +847
Jun04 031226 72.66 72.66 72.66 72.66 -0.07 0 392 +8
Sep04 031226 71.87 71.87 71.87 71.87 -0.07 0 73 +0
Total Volume and Open Interest 1,821 58,473 +855
British Pound(CME)
Mar04 031226 176.29 176.55 176.08 176.10 -0.34 3,191 57,560 -67
Jun04 031226 174.74 174.74 174.74 174.74 -0.34 0 22 +0
Sep04 031226 173.38 173.38 173.38 173.38 -0.34 0 10 +0
Total Volume and Open Interest 3,191 57,594 -67
Canadian Dollar(CME)
Mar04 031226 76.08 76.45 76.06 76.22 -0.01 7,537 56,709 -767
Jun04 031226 76.18 76.18 75.98 75.98 -0.01 35 2,387 +0
Sep04 031226 75.76 75.76 75.76 75.76 -0.01 17 1,388 -7
Dec04 031226 75.54 75.54 75.54 75.54 -0.01 1 668 -7
Total Volume and Open Interest 7,595 61,211 -780
Japanese Yen(CME)
Mar04 031226 93.75 93.79 93.51 93.56 +0.11 3,025 133,014 +1,918
Jun04 031226 94.00 94.00 93.85 93.85 +0.11 0 7,409 -4
Sep04 031226 94.21 94.21 94.21 94.21 +0.11 0 48 +0
Total Volume and Open Interest 3,025 140,477 +1,914
Swiss Franc(CME)
Mar04 031226 80.31 80.33 79.86 79.96 -0.35 6,372 49,006 +4,606
Jun04 031226 80.12 80.12 80.12 80.12 -0.35 8 188 +0
Sep04 031226 80.29 80.29 80.29 80.29 -0.35 0 2 +0
Total Volume and Open Interest 6,380 49,295 +4,606
EuroFX(CME)
Mar04 031226 124.26 124.37 124.05 124.08 -0.18 5,989 117,023 -1,009
Jun04 031226 123.94 123.94 123.78 123.78 -0.18 46 601 +27
Sep04 031226 123.50 123.50 123.50 123.50 -0.18 1 100 +1
Total Volume and Open Interest 6,036 117,892 -981
Mexican Peso(CME)
Dec03 031215 8880.0 8887.0 8865.0 8865.0 -12.0 436 15,054 -747
Mar04 031226 8760.0 8830.0 8760.0 8817.0 +57.0 624 30,175 -97
Total Volume and Open Interest 624 30,905 -93
30-Year T-Bonds(CBOT)
Mar04 031226 110~16 110~30 110~09 110~29 +0~20 43,819 428,971 -1,837
Jun04 031226 109~08 109~16 109~08 109~16 +0~20 73 10,175 -20
Sep04 031226 108~05 108~05 108~05 108~05 +0~20 5 233 +0
Total Volume and Open Interest 43,897 439,569 -1,857
Municipal Bonds(CBOT)
Mar04 031226 103~03 103~13 103~03 103~10 +0~09 498 1,953 +37
Total Volume and Open Interest 498 1,953 +37
10-Year T-Notes(CBOT)
Mar04 031226 112~235 113~020 112~185 113~000 +0~120 109,252 935,019 +6,999
Jun04 031226 111~160 111~160 111~160 111~160 +0~120 2 281 -9
Total Volume and Open Interest 109,254 935,300 +6,990
5-Year T-Notes(CBOT)
Mar04 031226 111~255 111~315 111~250 111~310 +0~080 51,220 0 +0
Jun04 031226 110~180 110~180 110~180 110~180 +0~080 0 25 +0
Total Volume and Open Interest 51,220 25 +0
2 Year T-Notes(CBOT)
Mar04 031226 107~004 107~013 107~004 107~013 +0~009 11,329 153,164 +3,521
Total Volume and Open Interest 11,475 163,501 +3,388
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 031226 98.770 98.780 98.765 98.775 +0.010 16,294 809,396 -1,151
Jun04 031226 98.565 98.605 98.555 98.600 +0.035 42,439 703,860 +7,731
Sep04 031226 98.240 98.295 98.225 98.285 +0.060 43,047 578,367 +1,993
Dec04 031226 97.830 97.895 97.815 97.890 +0.075 52,204 490,143 -5,690
Mar05 031226 97.405 97.480 97.400 97.480 +0.080 18,362 347,788 -840
Jun05 031226 96.970 97.050 96.970 97.050 +0.080 9,263 279,708 +960
Sep05 031226 96.610 96.680 96.610 96.670 +0.065 10,501 216,245 +333
Dec05 031226 96.315 96.380 96.315 96.370 +0.065 14,188 173,880 -2,210
Mar06 031226 96.160 96.160 96.140 96.140 +0.060 3,428 141,846 +664
Jun06 031226 95.915 95.915 95.915 95.915 +0.060 2,954 124,756 +592
Sep06 031226 95.700 95.710 95.700 95.710 +0.060 2,887 102,789 +413
Dec06 031226 95.505 95.510 95.505 95.510 +0.055 3,410 101,784 +377
Total Volume and Open Interest 232,966 4,692,903 +7,235
3-Mth Euro-Yen(CME)
Dec03 031215 99.93 99.93 99.93 99.93 unch 1,023 7,930 -53
Mar04 031226 99.90 99.90 99.90 99.90 unch 0 12,342 +186
Jun04 031226 99.90 99.90 99.90 99.90 unch 0 12,430 +0
Sep04 031226 99.87 99.87 99.87 99.87 unch 0 11,838 +0
Dec04 031226 99.82 99.82 99.82 99.82 unch 0 3,710 +0
Mar05 031226 99.74 99.74 99.74 99.74 +0.02 0 3,142 -301
Jun05 031226 99.63 99.63 99.63 99.63 +0.01 0 990 -500
Sep05 031226 99.50 99.50 99.50 99.50 +0.03 0 2,022 +10
Dec05 031226 99.39 99.39 99.39 99.39 +0.02 0 69 +0
Mar06 031226 99.20 99.20 99.20 99.20 unch 0 287 +0
Total Volume and Open Interest 0 48,144 -605
3-Mth Euro-Yen(SIMEX)
Mar04 031226 99.91 99.91 99.91 99.91 +0.01 0 61,664 -49
Jun04 031226 99.91 99.91 99.91 99.91 +0.01 11 69,436 -152
Sep04 031226 99.87 99.87 99.87 99.87 +0.01 41 42,517 +39
Dec04 031226 99.82 99.82 99.82 99.82 unch 5 34,238 -1
Mar05 031226 99.71 99.71 99.71 99.71 unch 17 19,709 -1
Jun05 031226 99.63 99.63 99.63 99.63 unch 0 14,880 +0
Sep05 031226 99.51 99.51 99.51 99.51 unch 0 13,317 +0
Dec05 031226 99.42 99.42 99.42 99.42 +0.02 0 3,098 +0
Total Volume and Open Interest 74 271,655 -164
German Euro-Bund(EUREX)
Mar04 031224 113.35 113.54 113.27 113.42 unch 187,861 805,010 +0
Jun04 031224 112.35 112.50 112.35 112.50 unch 77 2,722 +0
Sep04 031224 112.32 112.32 112.32 112.32 unch      
Total Volume and Open Interest 187,938 807,732 +0
German Euro-Bobl(EUREX)
Mar04 031224 110.66 110.71 110.55 110.63 unch 106,969 668,003 +0
Jun04 031224 109.88 109.88 109.88 109.88 unch 401 691 +0
Sep04 031224 109.40 109.40 109.40 109.40 unch      
Total Volume and Open Interest 107,370 668,694 +0
Long Gilt(LIFFE)
Dec03 031224 116~31 116~32 116~31 116~31 +0~01 1,084 12,012 -512
Mar04 031224 108~15 108~22 108~15 108~20 +0~00 8,921 159,981 -1,316
Total Volume and Open Interest 10,005 171,993 -1,828
3-Mth Short Sterling(LIFFE)
Mar04 031224 95.78 95.80 95.78 95.79 -0.01 13,542 179,591 +187
Jun04 031224 95.63 95.64 95.62 95.63 -0.01 16,162 203,506 +11,482
Sep04 031224 95.43 95.44 95.43 95.43 -0.01 8,277 129,882 +3,201
Total Volume and Open Interest 46,244 908,440 +16,618
3-Mth Euribor(LIFFE)
Mar04 031224 97.845 97.845 97.835 97.835 -0.010 37,953 475,265 +750
Jun04 031224 97.710 97.715 97.690 97.700 -0.010 26,577 410,864 +4,097
Sep04 031224 97.500 97.510 97.495 97.510 unch 24,460 348,712 +8,069
Total Volume and Open Interest 137,080 2,201,356 +12,099
3-Mth Aus T-Bills(SFE)
Mar04 031224 94.45 94.47 94.45 94.46 -0.02 8,236 153,124 -1,300
Jun04 031224 94.35 94.37 94.35 94.37 -0.01 4,665 79,989 -3,811
Sep04 031224 94.25 94.26 94.25 94.26 -0.02 3,134 38,786 +396
Dec04 031224 94.17 94.18 94.17 94.18 -0.01 1,823 25,679 +1,623
Mar05 031224 94.10 94.10 94.09 94.09 -0.03 33 17,491 -13
Jun05 031224 94.01 94.01 94.01 94.01 -0.04 10 12,446 -14
Sep05 031224 93.96 93.96 93.96 93.96 -0.04 56 6,053 +50
Dec05 031224 93.92 93.92 93.92 93.92 -0.04 50 2,634 +93
Mar06 031224 93.89 93.89 93.89 93.89 -0.02 2 771 +1
Jun06 031224 93.86 93.86 93.86 93.86 -0.01 1 789 +1
Total Volume and Open Interest 18,011 338,169 -2,973
10-Year Aus T-Bonds(SFE)
Mar04 031224 94.30 94.31 94.29 94.30 -0.06 10,131 151,406 +0
Jun04 031224 94.30 94.30 94.30 94.30 -0.06      
Total Volume and Open Interest 10,131 151,406 +4,719
3-Year Aus T-Bonds(SFE)
Mar04 031224 94.37 94.37 94.35 94.37 -0.04 20,480 284,455 +5,596
Jun04 031224 94.37 94.37 94.37 94.37 -0.04      
Total Volume and Open Interest 20,480 284,455 +5,596
Gold(CMX)
Dec03 031224 411.5 413.2 410.5 412.3 +1.3 185 484 -59
Feb04 031224 411.8 413.5 411.3 412.8 +1.2 18,163 190,965 +46
Apr04 031224 413.3 414.5 411.9 413.8 +1.2 1,523 15,262 +136
Jun04 031224 413.5 415.5 413.5 414.7 +1.2 863 17,466 +185
Aug04 031224 415.7 415.7 415.7 415.7 +1.2 87 6,788 -26
Oct04 031224 416.6 416.6 416.6 416.6 +1.2 7 878 +5
Total Volume and Open Interest 21,972 273,575 +58
Silver(CMX)
Dec03 031224 575.0 579.0 575.0 578.0 +4.5 51 208 -13
Mar04 031224 575.5 580.5 573.5 579.3 +4.5 6,923 82,377 -58
May04 031224 576.0 581.0 576.0 580.4 +4.5 322 3,574 -64
Jul04 031224 578.0 582.0 576.0 581.5 +4.5 3 3,144 -4
Sep04 031224 582.4 582.4 582.4 582.4 +4.5 0 641 +0
Total Volume and Open Interest 7,359 102,450 -135
Platinum(NYM)
Jan04 031224 808.0 825.0 808.0 821.5 +19.7 2,374 1,666 -1,283
Apr04 031224 801.0 816.0 801.0 815.5 +21.7 2,371 6,770 +901
Oct04 031224 811.0 811.0 811.0 811.0 +21.7 0 4 +0
Total Volume and Open Interest 4,745 8,440 -382
Palladium(NYME)
Dec03 031224 206.30 206.30 206.30 206.30 +0.15 12 81 -8
Mar04 031224 208.00 209.50 205.10 207.15 +0.15 254 6,602 +3
Jun04 031224 207.65 207.65 207.65 207.65 +0.15 0 473 +0
Total Volume and Open Interest 266 7,159 -5
Copper(CMX)
Dec03 031224 102.50 102.65 101.80 102.65 +0.65 334 1,484 -222
Mar04 031224 102.15 102.45 101.45 102.30 +0.50 6,363 69,422 -62
May04 031224 101.90 102.00 101.90 101.95 +0.45 110 4,087 +20
Jul04 031224 101.60 101.60 101.45 101.45 +0.45 67 3,350 +28
Sep04 031224 100.90 101.00 100.90 101.00 +0.45 14 1,596 +1
Total Volume and Open Interest 7,500 91,650 +16
DJIA Index(CBOT)
Dec03 031218 10165 10260 10148 10253 +96 3,181 28,027 +2,540
Mar04 031226 10290 10318 10285 10292 +11 1,629 31,297 -603
Jun04 031226 10272 10272 10272 10272 +11 10 300 +14
Sep04 031226 10252 10252 10252 10252 +11 0 2 +0
Total Volume and Open Interest 1,639 31,603 -589
S & P 500(CME)
Mar04 031226 1093.50 1097.00 1092.50 1093.50 +0.60 8,064 589,564 -23
Jun04 031226 1092.40 1092.40 1092.40 1092.40 +0.60 17 10,553 -1
Sep04 031226 1091.60 1091.60 1091.60 1091.60 +0.60 13 1,943 -6
Dec04 031226 1091.70 1091.70 1091.70 1091.70 +0.60 0 62 -321
Total Volume and Open Interest 8,094 602,240 -351
S & P 500 E-Mini(Globex)
Mar04 031226 1093.50 1097.00 1092.50 1093.50 +0.50 94,667 343,021 -4,163
Jun04 031226 1094.25 1095.50 1092.50 1092.50 +0.75 25 206 +22
Total Volume and Open Interest 94,692 343,227 -4,141
NASDAQ 100(CME)
Mar04 031226 1450.00 1455.00 1443.50 1445.00 -1.50 2,709 69,022 +431
Jun04 031226 1447.00 1447.00 1447.00 1447.00 -1.50 0 49 +0
Sep04 031226 1449.00 1449.00 1449.00 1449.00 -1.50      
Total Volume and Open Interest 2,709 69,071 +431
NASDAQ 100 E-Mini(GLOBEX)
Mar04 031226 1449.0 1454.5 1444.0 1445.0 -1.5 47,758 145,597 -4,791
Jun04 031226 1453.0 1455.5 1447.0 1447.0 -1.5 3 228 +3
Total Volume and Open Interest 47,761 145,825 -4,788
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 031226 573.50 575.50 572.00 572.00 +1.00 218 16,014 -18
Jun04 031226 572.05 572.05 572.05 572.05 +1.00 0 1 +0
Sep04 031226 572.05 572.05 572.05 572.05 +1.00      
Total Volume and Open Interest 218 16,015 -18
Russell 2000(CME)
Mar04 031226 554.00 556.00 552.50 554.00 +1.50 539 22,243 +146
Jun04 031226 554.10 554.10 554.10 554.10 +1.50      
Sep04 031226 554.10 554.10 554.10 554.10 +1.50      
Total Volume and Open Interest 539 22,243 +146
Value Line(KCBT)
Mar04 031226 1516.00 1516.00 1516.00 1516.00 +6.00 0 42 +0
Total Volume and Open Interest 0 42 +0
Nikkei 225(CME)
Mar04 031226 10440 10480 10440 10465 +85 429 22,634 -249
Jun04 031226 10455 10455 10455 10455 +85 0 35 +0
Total Volume and Open Interest 429 22,678 -249
Nikkei 225(SIMEX)
Mar04 031226 10400 10470 10330 10465 +55 2,766 120,197 -119
Jun04 031226 10425 10425 10425 10425 +55 0 300 +0
Sep04 031226 10425 10425 10425 10425 +55      
Total Volume and Open Interest 2,766 120,497 -119
CAC 40(MATIF)
Dec03 031224 3499.5 3516.0 3498.0 3513.5 +12.5 56,094 601,349 +16,778
Jan04 031224 3508.5 3519.5 3505.0 3518.0 +12.0 32,153 60,014 +31,744
Feb04 031224 3524.0 3524.0 3524.0 3524.0 +12.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Mar04 031224 3929.5 3935.5 3910.5 3923.0 unch 34,315 256,241 +0
Jun04 031224 3948.0 3953.5 3938.5 3945.0 unch 152 7,700 +0
Sep04 031224 3975.0 3975.0 3962.0 3968.0 unch 67 25 +0
Total Volume and Open Interest 34,534 263,966 +0
FT-SE 100(LIFFE)
Mar04 031224 4428.00 4452.50 4427.00 4434.00 +13.00 29,582 376,719 -111
Jun04 031224 4441.50 4441.50 4441.50 4441.50 +13.00 0 10,248 +0
Sep04 031224 4455.00 4455.00 4455.00 4455.00 +13.00 0 4,625 +0
Total Volume and Open Interest 29,582 391,592 -111
SPI 200(SFE)
Dec03 031218 3236.0 3259.0 3236.0 3255.0 +16.0 33,763 214,784 -23,048
Mar04 031224 3283.0 3284.0 3278.0 3281.0 -5.0 9,727 154,059 +4,247
Jun04 031224 3291.0 3291.0 3291.0 3291.0 -6.0 21 2,999 +15
Total Volume and Open Interest 9,762 158,920 +4,262
GSCI(CME)
Jan04 031226 260.50 260.50 258.85 259.00 -1.30 158 14,447 +94
Feb04 031226 256.00 256.00 256.00 256.00 unch 0 4 +0
Mar04 031226 250.75 250.75 250.75 250.75 +0.25      
Total Volume and Open Interest 158 14,451 +94
Reuters CRB Index(NYBOT)
Jan04 031224 253.00 254.00 252.00 253.25 -1.40 90 407 -15
Feb04 031224 252.00 252.00 249.50 251.00 -2.25 5 70 +4
Apr04 031224 251.50 251.50 248.25 250.00 -2.00 27 309 +17
Total Volume and Open Interest 122 792 +6
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002-03 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

MRCI's Special Spread Charts has two new additions!
Seasonal AVERAGE charts for both Live Cattle & Lean Hogs. Being able to see at what average spread different
delivery months trade --- and when --- can help producers better hedge their livestock and traders to find spread value.
Updated daily for MRCI Online subscribers!